Lady

Lady first appeared in Devil May Cry 3: Dante's Awakening, and later in that game's spin-off manga, as well as the 2007 anime series. In the game, she appears in numerous cutscenes, fights Dante as a boss character, and teams up with Dante during the game’s closing credits, though she is not controllable by the player. She also provides the game’s framing narration, telling the story of how she met Dante and Vergil, and how Dante picked the name "Devil May Cry" for his shop, which was something she had said while trying to comfort Dante over the loss of his brother.

Her original name, Mary, was given to her by her father Arkham, but she chose to renounce that name when her father murdered her mother. Dante first called her "lady" when she refused to tell him her name. Like her father, she is beset with the genetic condition Heterochromia, which render each of her eyes a different color. While still a normal human, she is also an exceptionally skilled firearms expert and extremely acrobatic in close quarters combat. Her most powerful weapon is the Kalina Ann, a customized missile launcher similar to a MANPADS.

In the anime, she works as a solo devil hunter but sometimes calls on Dante for jobs, and sometimes for the money that he owes her.

Lady reappears in Devil May Cry 4, along with Trish from Devil May Cry, and tells Dante about the Order of the Sword cult in the city of Fortuna.

Background
Lady shares her original name, Mary, with the Virgin Mary, who called on St. Lucia and Beatrice to aid the poet Dante Alighieri in his sojourn through Hell. As such, her chosen name of "Lady" is likely then a reference to one of the Virgin's other names, "Madonna" (Italian for "Lady").

Trivia

 * In Devil May Cry 3, the player can unlock an alternate costume for Lady. She wears it only if the player chooses to use special costumes.
 * The motorcycle she rides in the anime is a red 1974 Ducati 750 Supersport.
 * Lady has immense skill in billiards, as shown in the anime.
 * In DMC4's secret ending, Dante is looking at a magazine with Lady's picture in it.